+51.9%
LQDH vs SPY
+385.1%
-333.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.1% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | +0.6% | -0.9% | +1.5% | +0.7% |
| 3M | +0.7% | +3.9% | -3.2% | 0.0% |
| 6M | +3.3% | +14.5% | -11.2% | +0.7% |
| YTD | +2.9% | +12.9% | -10.0% | +0.5% |
| 1Y | +5.7% | +19.4% | -13.7% | +2.2% |
| 3Y | +22.7% | +78.5% | -55.8% | +9.5% |
| 5Y | +29.5% | +81.8% | -52.3% | +14.5% |
| 10Y | +56.2% | +311.5% | -255.3% | +20.9% |
| All | +51.9% | +385.1% | -333.2% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling